+265.7%
TSM vs U
-73.3%
+339.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -2.5% |
| 7D | +6.2% | +2.6% | +3.6% | +5.7% |
| 30D | -7.3% | +27.6% | -34.8% | -11.5% |
| 3M | -7.1% | +15.3% | -22.5% | -10.1% |
| 6M | +0.2% | +96.4% | -96.2% | -11.9% |
| YTD | +32.2% | +19.6% | +12.7% | +23.5% |
| 1Y | +42.8% | +42.1% | +0.7% | +29.1% |
| 3Y | +330.4% | +87.5% | +242.9% | +247.7% |
| All | +265.7% | -73.3% | +339.0% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling